+972.6%
WULF vs OUST
+626.4%
+346.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +14.0% | -1.2% | +7.3% |
| 7D | -3.1% | +17.0% | -20.1% | -9.2% |
| 30D | -21.0% | -16.5% | -4.5% | -15.5% |
| 3M | -35.5% | -23.7% | -11.8% | -28.7% |
| 6M | -55.8% | +18.4% | -74.2% | -61.7% |
| YTD | -1.0% | +60.8% | -61.8% | -25.0% |
| 1Y | -20.4% | +44.2% | -64.6% | -36.8% |
| 3Y | +972.6% | +668.1% | +304.5% | +224.4% |
| All | +972.6% | +626.4% | +346.2% | +224.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling